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Warby Parker Inc WRBY 29.9 -0.31 -1.03%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 10, 2026 close · $29.79
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.2% ±$1.53 $28.26 – $31.32 $27.95 – $31.63 $26.50 – $33.08
2 sessions ±7.2% ±$2.13 $27.66 – $31.92 $27.20 – $32.38 $25.19 – $34.39
3 sessions ±9.0% ±$2.69 $27.10 – $32.48 $26.58 – $33.00 $24.07 – $35.51
1 week ±9.9% ±$2.96 $26.83 – $32.75 $26.18 – $33.40 $23.50 – $36.08
2 weeks ±11.9% ±$3.55 $26.24 – $33.34 $25.39 – $34.19 $22.21 – $37.37
3 weeks ±14.2% ±$4.24 $25.55 – $34.03 $24.53 – $35.05 $20.84 – $38.74
1 month ±16.1% ±$4.78 $25.01 – $34.57 $23.82 – $35.76 $19.64 – $39.94
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.94%
Average actual move
11.58%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±11.87% -7.89% 0.66× —
May 07, 2026 ±14.19% +23.47% 1.65× —
August 07, 2025 ±9.77% -3.37% 0.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →